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Systemic risk: the dynamics of model banking systems

The recent banking crises have made it clear that increasingly complex strategies for managing risk in individual banks have not been matched by corresponding attention to overall systemic risks. We explore some simple mathematical caricatures for ‘banking ecosystems’, with emphasis on the interplay...

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Bibliografske podrobnosti
Main Authors: May, Robert M., Arinaminpathy, Nimalan
Format: Artigo
Jezik:Inglês
Izdano: The Royal Society 2010
Teme:
Online dostop:https://ncbi.nlm.nih.gov/pmc/articles/PMC2874231/
https://ncbi.nlm.nih.gov/pubmed/19864264
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1098/rsif.2009.0359
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